-19.5%
MDT vs PINS
-66.4%
+46.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | +0.2% |
| 7D | -0.3% | -13.9% | +13.5% | +0.9% |
| 30D | +2.8% | -25.0% | +27.8% | +5.1% |
| 3M | +13.1% | -16.6% | +29.7% | +14.5% |
| 6M | +2.3% | -7.0% | +9.3% | +2.5% |
| YTD | -2.7% | -29.4% | +26.7% | -0.5% |
| 1Y | +0.9% | -49.9% | +50.8% | +5.8% |
| 3Y | +26.8% | -33.6% | +60.5% | +26.7% |
| 5Y | -19.5% | -66.8% | +47.4% | -20.4% |
| All | -19.5% | -66.4% | +46.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling